Methods Using Time Structure
Aapo Hyvärinen, Juha Karhunen, Erkki Oja · 2001
This chapter, considers the estimation of the ICA model when the independent components (ICs) are time signals, si(t),t=1,…,T, where t is the time index. In the previous chapters, the sample index was denoted by t, but here t has a more precise meaning, since it defines an order between the ICs.